-54.7%
OKLO vs BG
+53.0%
-107.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.7% | -7.4% | -9.5% |
| 7D | -12.2% | +3.1% | -15.4% | -11.8% |
| 30D | -19.7% | +10.2% | -30.0% | -18.2% |
| 3M | -37.4% | -1.7% | -35.7% | -36.4% |
| 6M | -42.3% | +1.0% | -43.3% | -41.2% |
| YTD | -49.5% | +39.9% | -89.4% | -46.3% |
| 1Y | -54.7% | +53.2% | -107.9% | -47.2% |
| All | -54.7% | +53.0% | -107.7% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling